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Journal of Zhejiang University SCIENCE A

ISSN 1673-565X(Print), 1862-1775(Online), Monthly

Kantorovich’s theorem for Newton’s method on Lie groups

Abstract: The convergence criterion of Newton’s method to find the zeros of a map f from a Lie group to its corresponding Lie algebra is established under the assumption that f satisfies the classical Lipschitz condition, and that the radius of convergence ball is also obtained. Furthermore, the radii of the uniqueness balls of the zeros of f are estimated. Owren and Welfert (2000) stated that if the initial point is close sufficiently to a zero of f, then Newton’s method on Lie group converges to the zero; while this paper provides a Kantorovich’s criterion for the convergence of Newton’s method, not requiring the existence of a zero as a priori.

Key words: Newton’s method, Lie group, Kantorovich’s theorem, Lipschitz condition


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DOI:

10.1631/jzus.2007.A0978

CLC number:

O242.23

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Received:

2006-09-20

Revision Accepted:

2007-01-04

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